| Trading Metrics calculated at close of trading on 15-Dec-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2022 |
15-Dec-2022 |
Change |
Change % |
Previous Week |
| Open |
4,054.50 |
4,037.00 |
-17.50 |
-0.4% |
4,102.50 |
| High |
4,090.75 |
4,043.00 |
-47.75 |
-1.2% |
4,108.50 |
| Low |
3,997.00 |
3,908.00 |
-89.00 |
-2.2% |
3,945.75 |
| Close |
4,030.75 |
3,927.25 |
-103.50 |
-2.6% |
3,968.25 |
| Range |
93.75 |
135.00 |
41.25 |
44.0% |
162.75 |
| ATR |
83.28 |
86.97 |
3.69 |
4.4% |
0.00 |
| Volume |
1,951,473 |
2,216,621 |
265,148 |
13.6% |
1,887,358 |
|
| Daily Pivots for day following 15-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,364.50 |
4,280.75 |
4,001.50 |
|
| R3 |
4,229.50 |
4,145.75 |
3,964.50 |
|
| R2 |
4,094.50 |
4,094.50 |
3,952.00 |
|
| R1 |
4,010.75 |
4,010.75 |
3,939.50 |
3,985.00 |
| PP |
3,959.50 |
3,959.50 |
3,959.50 |
3,946.50 |
| S1 |
3,875.75 |
3,875.75 |
3,915.00 |
3,850.00 |
| S2 |
3,824.50 |
3,824.50 |
3,902.50 |
|
| S3 |
3,689.50 |
3,740.75 |
3,890.00 |
|
| S4 |
3,554.50 |
3,605.75 |
3,853.00 |
|
|
| Weekly Pivots for week ending 09-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,495.75 |
4,394.75 |
4,057.75 |
|
| R3 |
4,333.00 |
4,232.00 |
4,013.00 |
|
| R2 |
4,170.25 |
4,170.25 |
3,998.00 |
|
| R1 |
4,069.25 |
4,069.25 |
3,983.25 |
4,038.50 |
| PP |
4,007.50 |
4,007.50 |
4,007.50 |
3,992.00 |
| S1 |
3,906.50 |
3,906.50 |
3,953.25 |
3,875.50 |
| S2 |
3,844.75 |
3,844.75 |
3,938.50 |
|
| S3 |
3,682.00 |
3,743.75 |
3,923.50 |
|
| S4 |
3,519.25 |
3,581.00 |
3,878.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,180.00 |
3,908.00 |
272.00 |
6.9% |
105.75 |
2.7% |
7% |
False |
True |
2,118,969 |
| 10 |
4,180.00 |
3,908.00 |
272.00 |
6.9% |
89.75 |
2.3% |
7% |
False |
True |
1,109,293 |
| 20 |
4,180.00 |
3,908.00 |
272.00 |
6.9% |
76.75 |
2.0% |
7% |
False |
True |
559,986 |
| 40 |
4,180.00 |
3,670.00 |
510.00 |
13.0% |
85.50 |
2.2% |
50% |
False |
False |
282,671 |
| 60 |
4,180.00 |
3,530.25 |
649.75 |
16.5% |
91.75 |
2.3% |
61% |
False |
False |
189,729 |
| 80 |
4,262.25 |
3,530.25 |
732.00 |
18.6% |
90.75 |
2.3% |
54% |
False |
False |
142,557 |
| 100 |
4,373.50 |
3,530.25 |
843.25 |
21.5% |
85.00 |
2.2% |
47% |
False |
False |
114,127 |
| 120 |
4,373.50 |
3,530.25 |
843.25 |
21.5% |
83.00 |
2.1% |
47% |
False |
False |
95,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,616.75 |
|
2.618 |
4,396.50 |
|
1.618 |
4,261.50 |
|
1.000 |
4,178.00 |
|
0.618 |
4,126.50 |
|
HIGH |
4,043.00 |
|
0.618 |
3,991.50 |
|
0.500 |
3,975.50 |
|
0.382 |
3,959.50 |
|
LOW |
3,908.00 |
|
0.618 |
3,824.50 |
|
1.000 |
3,773.00 |
|
1.618 |
3,689.50 |
|
2.618 |
3,554.50 |
|
4.250 |
3,334.25 |
|
|
| Fisher Pivots for day following 15-Dec-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3,975.50 |
4,044.00 |
| PP |
3,959.50 |
4,005.00 |
| S1 |
3,943.25 |
3,966.25 |
|